We review predictive techniques from several traditional branches of statistics. Starting with prediction based on the normal model and on the empirical distribution function, we proceed to techniques for various forms of regression and classification. Then, we turn to time series, longitudinal data, and survival analysis. Our focus throughout is on the mechanics of prediction more than on the properties of predictors.
"Prediction in several conventional contexts." Statist. Surv. 6 1 - 73, 2012. https://doi.org/10.1214/12-SS100